International Investment Systems develops software systems for the institutional investment management sector.
Bureau service
We operate a bureau service that supplies quantitative analytical reports to funds management firms.
Our reports are tailored to your investment process and include:
Portfolio risk analysis
Factor models
Screens
Performance analysis
Portfolio construction models
Our fee is $4,000 per month per investment team. This includes all the reports and models necessary for your investment process, issued weekly.
The onboarding fee is $4,000.
IDIS
We also have a software product, IDIS, that is available for use at the client's location.
IDIS is a software tool with functions for active investment and risk control.
IDIS' features include:
Screens, such as Quality, ESG etc (new screens can be defined by the client).
Factor models such as Growth, Value, Quality etc (new models can be defined by the client).
A Single Security report with broker forecasts, portfolio holdings, correlation to risk parameters such as the 10 year bold yield, AUD/USD exchange rate, Dividend Discount Model valuation etc.
Facility to define multiple analyst ratings, such as a rating from 1 to 10 for company quality, ESG, etc.
A Modern Portfolio Theory (Markowitz) risk model. This includes portfolio risk, tracking error, security contribution to risk etc.
Portfolio Analysis report: security/sector exposures, security contribution to portfolio risk.
Portfolio Construction model (with new models definable by the client).
A Mean-Variance portfolio optimiser with constraints.
Portfolio Holdings report and dealing reports.
A built-in macro language for clients to define new models.
The system is highly customisable and clients can define their own screens and models, with or without assistance from us as necessary.
IDIS Pricing
$2,500 per month per seat.
Onboarding fee: $5,000.
All amounts plus GST and indexed to the CPI on the 1st of July each year.
These fees are for the use of our software. The cost of data feeds is the responsibility of the client.
We manage the actual loading of the data feeds and data quality.
Free trial
If you would like to trial the system then we're happy to arrange a free trial. This would involve installing the system at your site and performing some basic configuration.
If you would like to continue with the system after the trial period then the onboarding fee and first month's subscription will be charged then.
Mark McIlroy
Mark is the founder and CEO of International Investment Systems.
Mark has had a 30 year career in software development, Investment Management and Financial Services.
From 1997 to 2001 he was the Portfolio Manager (Quantitative) on the Australian Equities investment desk at National Australia Asset Management, the then funds management arm of the National Australia Bank.
Mark's qualifications include an undergraduate degree in Computer Science and Applied Mathematics, and a Masters of Applied Finance (Macquarie University).
Enquiries
For enquiries please contact Mark McIlroy on 0432 427 738 or mark.mcilroy@iisystems.com.au
Technical information
Our software resides on a private cloud in a secure data centre located in Sydney.
All IIS products are developed using the Calc language. Calc is a high-performance programming language developed in-house at IIS.
Why develop our own language? In short, because there was no commercial language available that met our needs. C++ would be our choice for performance, however we wanted a language that was more productive, more robust and easier to debug than C++.
